+150.0%
STLA vs WCN
+1,320.2%
-1,170.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -13.8% | +2.6% | -16.4% | -14.7% |
| 30D | -10.5% | +23.9% | -34.5% | -18.5% |
| 3M | -28.9% | +17.4% | -46.3% | -33.8% |
| 6M | -49.7% | +28.0% | -77.7% | -55.2% |
| YTD | -64.9% | +11.6% | -76.5% | -67.1% |
| 1Y | -64.0% | +16.9% | -80.9% | -67.0% |
| 3Y | -77.4% | +51.6% | -129.0% | -82.1% |
| 5Y | -74.4% | +48.0% | -122.4% | -79.7% |
| 10Y | -6.4% | +322.6% | -328.9% | -51.7% |
| All | +150.0% | +1,320.2% | -1,170.3% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling